Estimating value-at-risk and expected shortfall using the intraday low and range data (Q2272312)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating value-at-risk and expected shortfall using the intraday low and range data |
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Estimating value-at-risk and expected shortfall using the intraday low and range data (English)
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9 September 2019
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finance
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value-at-risk
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expected shortfall
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intraday low
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joint scoring functions
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